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~isPartOf:"Quantitative finance"
~subject:"Deregulation"
~subject:"Stochastischer Prozess"
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Deregulation
Stochastischer Prozess
Volatility
194
Volatilität
194
Option pricing theory
106
Optionspreistheorie
106
Stochastic process
89
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Escobar, Marcos
4
Gatheral, Jim
4
Felpel, Mike
3
Kienitz, Jörg
3
McWalter, Thomas A.
3
Radoičić, Radoš
3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Kim, Jeong-Hoon
2
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2
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Quantitative finance
Energy economics
146
International journal of theoretical and applied finance
137
Journal of air transport management
106
Journal of econometrics
106
NBER working paper series
91
Working paper / National Bureau of Economic Research, Inc.
89
Discussion paper / Centre for Economic Policy Research
85
The electricity journal
85
NBER Working Paper
81
Telecommunications policy : the international journal of digital economy, data sciences and new media
70
Working paper
69
Discussion paper / Tinbergen Institute
68
European journal of operational research : EJOR
68
Cambridge working papers in economics
67
Energy policy
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Journal of banking & finance
64
Applied economics
63
Applied mathematical finance
63
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
58
The energy journal
58
Journal of regulatory economics
53
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
53
Journal of economic dynamics & control
52
Mathematical finance : an international journal of mathematics, statistics and financial theory
50
The journal of computational finance
50
Computational economics
49
Finance and stochastics
47
CESifo working papers
46
Finance research letters
46
EPRG working paper
45
Econometric reviews
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Economics letters
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SpringerLink / Bücher
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40
Policy research working paper : WPS
40
Journal of mathematical finance
39
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
36
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1
The SINC way : a fast and accurate approach to Fourier pricing
Baschetti, Fabio
;
Bormetti, Giacomo
;
Romagnoli, Silvia
; …
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 427-446
Persistent link: https://www.econbiz.de/10013167768
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2
A fast algorithm for simulation of rough
volatility
models
Ma, Jingtang
;
Wu, Haofei
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 447-462
Persistent link: https://www.econbiz.de/10013167769
Saved in:
3
Short-dated smile under rough
volatility
: asymptotics and numerics
Friz, Peter K.
;
Gassiat, Paul
;
Pigato, Paolo
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 463-480
Persistent link: https://www.econbiz.de/10013167770
Saved in:
4
Robust control in a rough environment
Han, Bingyan
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 481-500
Persistent link: https://www.econbiz.de/10013167772
Saved in:
5
Additive normal tempered stable processes for equity derivatives and power-law scaling
Azzone, Michele
;
Baviera, Roberto
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 501-518
Persistent link: https://www.econbiz.de/10013167773
Saved in:
6
Performance measurement for option portfolios in a stochastic
volatility
framework
Baule, Rainer
;
Entrop, Oliver
;
Wessels, Sebastian
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 519-539
Persistent link: https://www.econbiz.de/10013167776
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7
Tempered stable processes with time-varying exponential tails
Kim, Young Shin
;
Roh, Kum-Hwan
;
Douady, Raphaël
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 541-561
Persistent link: https://www.econbiz.de/10013167779
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8
Optimal trade execution for Gaussian signals with power-law resilience
Forde, Martin
;
Sánchez-Betancourt, Leandro
;
Smith, Benjamin
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 585-596
Persistent link: https://www.econbiz.de/10013167782
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9
Informative option portfolios in filter design for option pricing models
Orłowski, Piotr
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 945-965
Persistent link: https://www.econbiz.de/10012515627
Saved in:
10
Optimal investment strategy in the family of 4/2 stochastic
volatility
models
Cheng, Yuyang
;
Escobar, Marcos
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1723-1751
Persistent link: https://www.econbiz.de/10012653709
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